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Merge pull request #1468 from 1122455801/tiger_gateway_version_05

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[Mod] tiger_gateway
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vn.py 2019-03-11 22:16:29 +08:00 committed by GitHub
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vnpy/gateway/tiger/tiger_gateway.py
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@ -4,19 +4,15 @@ Please install tiger-api before use.
pip install tigeropen pip install tigeropen
""" """
import time
from copy import copy from copy import copy
from threading import Thread
from datetime import datetime from datetime import datetime
from multiprocessing.dummy import Pool from multiprocessing.dummy import Pool
from queue import Empty, Queue from queue import Empty, Queue
import functools
import pandas as pd import pandas as pd
from pandas import DataFrame from pandas import DataFrame
from tigeropen.tiger_open_config import TigerOpenClientConfig from tigeropen.tiger_open_config import TigerOpenClientConfig
from tigeropen.common.consts import Language, Currency, Market from tigeropen.common.consts import Language, Currency, Market
from tigeropen.quote.quote_client import QuoteClient from tigeropen.quote.quote_client import QuoteClient
@ -39,7 +35,6 @@ from vnpy.trader.object import (
CancelRequest, CancelRequest,
) )
PRODUCT_VT2TIGER = { PRODUCT_VT2TIGER = {
Product.EQUITY: "STK", Product.EQUITY: "STK",
Product.OPTION: "OPT", Product.OPTION: "OPT",
@ -47,7 +42,7 @@ PRODUCT_VT2TIGER = {
Product.WARRANT: "IOPT", Product.WARRANT: "IOPT",
Product.FUTURES: "FUT", Product.FUTURES: "FUT",
Product.OPTION: "FOP", Product.OPTION: "FOP",
Product.FOREX: "CASH" Product.FOREX: "CASH",
} }
DIRECTION_VT2TIGER = { DIRECTION_VT2TIGER = {
@ -75,7 +70,7 @@ STATUS_TIGER2VT = {
ORDER_STATUS.CANCELLED: Status.CANCELLED, ORDER_STATUS.CANCELLED: Status.CANCELLED,
ORDER_STATUS.PENDING_CANCEL: Status.CANCELLED, ORDER_STATUS.PENDING_CANCEL: Status.CANCELLED,
ORDER_STATUS.REJECTED: Status.REJECTED, ORDER_STATUS.REJECTED: Status.REJECTED,
ORDER_STATUS.EXPIRED: Status.NOTTRADED ORDER_STATUS.EXPIRED: Status.NOTTRADED,
} }
PUSH_STATUS_TIGER2VT = { PUSH_STATUS_TIGER2VT = {
@ -86,26 +81,23 @@ PUSH_STATUS_TIGER2VT = {
"Submitted": Status.SUBMITTING, "Submitted": Status.SUBMITTING,
"PendingSubmit": Status.SUBMITTING, "PendingSubmit": Status.SUBMITTING,
"Filled": Status.ALLTRADED, "Filled": Status.ALLTRADED,
"Inactive": Status.REJECTED "Inactive": Status.REJECTED,
} }
# "private_key": "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",
class TigerGateway(BaseGateway): class TigerGateway(BaseGateway):
"""""" """"""
default_setting = { default_setting = {
"tiger_id": "20150008", "tiger_id": "",
"account": "DU575568", "account": "",
"standard_account": "DU575568" "standard_account": "",
} }
def __init__(self, event_engine): def __init__(self, event_engine):
"""Constructor""" """Constructor"""
super(TigerGateway, self).__init__(event_engine, "TIGER") super(TigerGateway, self).__init__(event_engine, "TIGER")
self.private_key = "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" self.private_key = ""
self.tiger_key_2005 = "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"
self.tiger_id = "" self.tiger_id = ""
self.account = "" self.account = ""
self.standard_account = "" self.standard_account = ""
@ -116,6 +108,8 @@ class TigerGateway(BaseGateway):
self.quote_client = None self.quote_client = None
self.push_client = None self.push_client = None
self.tradeid = 0
self.active = False self.active = False
self.queue = Queue() self.queue = Queue()
self.pool = None self.pool = None
@ -129,7 +123,7 @@ class TigerGateway(BaseGateway):
"""""" """"""
while self.active: while self.active:
try: try:
func, arg = self.queue.get(timeout=1) func, arg = self.queue.get(timeout=0.1)
if arg: if arg:
func(arg) func(arg)
else: else:
@ -156,14 +150,14 @@ class TigerGateway(BaseGateway):
self.pool.apply_async(self.run) self.pool.apply_async(self.run)
# Put connect task into quque. # Put connect task into quque.
self.get_client_config() self.init_client_config()
self.add_task(self.connect_quote) self.add_task(self.connect_quote)
self.add_task(self.connect_trade) self.add_task(self.connect_trade)
self.add_task(self.connect_push) self.add_task(self.connect_push)
self.thread.start() # self.thread.start()
def get_client_config(self, sandbox=True): def init_client_config(self, sandbox=True):
"""""" """"""
self.client_config = TigerOpenClientConfig(sandbox_debug=sandbox) self.client_config = TigerOpenClientConfig(sandbox_debug=sandbox)
self.client_config.private_key = self.private_key self.client_config.private_key = self.private_key
@ -172,7 +166,6 @@ class TigerGateway(BaseGateway):
self.client_config.standard_account = self.standard_account self.client_config.standard_account = self.standard_account
self.client_config.paper_account = self.paper_account self.client_config.paper_account = self.paper_account
self.client_config.language = self.language self.client_config.language = self.language
return self.client_config
def connect_quote(self): def connect_quote(self):
""" """
@ -186,10 +179,10 @@ class TigerGateway(BaseGateway):
return return
if self.symbol_names: if self.symbol_names:
self.write_log("行情接口连接成功")
self.add_task(self.query_contract) self.add_task(self.query_contract)
self.write_log("行情接口连接成功")
def connect_trade(self): def connect_trade(self):
""" """
Connect to trade server. Connect to trade server.
@ -202,12 +195,12 @@ class TigerGateway(BaseGateway):
return return
if data: if data:
self.write_log("交易接口连接成功")
self.add_task(self.query_order) self.add_task(self.query_order)
self.add_task(self.query_position) self.add_task(self.query_position)
self.add_task(self.query_account) self.add_task(self.query_account)
self.write_log("交易接口连接成功")
def connect_push(self): def connect_push(self):
""" """
Connect to push server. Connect to push server.
@ -217,157 +210,127 @@ class TigerGateway(BaseGateway):
self.push_client.connect(self.client_config.tiger_id, self.client_config.private_key) self.push_client.connect(self.client_config.tiger_id, self.client_config.private_key)
self.push_client.quote_changed = self.on_quote_change self.push_client.quote_changed = self.on_quote_change
self.push_client.asset_changed = self.on_asset_change
self.push_client.subscribe_asset() self.push_client.position_changed = self.on_position_change
self.push_client.asset_changed = self.on_asset_changed self.push_client.order_changed = self.on_order_change
self.push_client.subscribe_position()
self.push_client.position_changed = self.on_position_changed
self.push_client.subscribe_order()
self.push_client.order_changed = self.on_order_changed
self.write_log("推送接口连接成功") self.write_log("推送接口连接成功")
def subscribe(self, req: SubscribeRequest): def subscribe(self, req: SubscribeRequest):
"""""" """"""
symbol = convert_symbol_vt2tiger(req.symbol, req.exchange)
self.push_client.subscribe_quote([req.symbol]) self.push_client.subscribe_quote([req.symbol])
# self.push_client.subscribe_asset() self.push_client.subscribe_asset()
# self.push_client.subscribe_position() self.push_client.subscribe_position()
# self.push_client.subscribe_order() self.push_client.subscribe_order()
def on_quote_change(self, symbol: str, data: list, trading: bool): def on_quote_change(self, tiger_symbol: str, data: list, trading: bool):
symbol, exchange = convert_symbol_tiger2vt(symbol) """"""
name = self.symbol_names[symbol]
data = dict(data) data = dict(data)
symbol, exchange = convert_symbol_tiger2vt(tiger_symbol)
tick = self.ticks.get(symbol, None) tick = self.ticks.get(symbol, None)
if not tick: if not tick:
tick = TickData( tick = TickData(
symbol=symbol, symbol=symbol,
exchange=exchange, exchange=exchange,
datetime=None,
gateway_name=self.gateway_name, gateway_name=self.gateway_name,
name=name, datetime=datetime.now(),
name=self.symbol_names[symbol],
) )
self.ticks[symbol] = tick self.ticks[symbol] = tick
tick.datetime = datetime.now() tick.datetime = datetime.fromtimestamp(data["latest_time"] / 1000)
tick.pre_close = data.get("prev_close", 0)
tick.pre_close = data.get("prev_close",0) tick.last_price = data.get("latest_price", 0)
tick.last_price = data.get("latest_price",0)
tick.volume = data.get("volume", 0) tick.volume = data.get("volume", 0)
tick.open_price = data.get("open", 0) tick.open_price = data.get("open", 0)
tick.open_price = data.get("open", 0)
tick.open_price = data.get("open", 0) #美股无 tick.high_price = data.get("high", 0)
tick.high_price = data.get("high", 0) # 美股无 tick.low_price = data.get("low", 0)
tick.low_price = data.get("low", 0) # 美股无 tick.ask_price_1 = data.get("ask_price", 0)
tick.bid_price_1 = data.get("bid_price", 0)
tick.ask_price_1=data.get("ask_price", 0) # A股/港股无 tick.ask_volume_1 = data.get("ask_size", 0)
tick.bid_price_1=data.get("bid_price", 0) # A股/港股无 tick.bid_volume_1 = data.get("bid_size", 0)
tick.ask_volume_1=data.get("ask_size", 0) # A股/港股无
tick.bid_volume_1=data.get("bid_size", 0) # A股/港股无
self.on_tick(copy(tick)) self.on_tick(copy(tick))
def on_asset_change(self, tiger_account: str, data: list):
def on_asset_changed(self, account:str, data:list):
"""""" """"""
#print("账号", data)
data = dict(data) data = dict(data)
account = AccountData( account = AccountData(
accountid=account, accountid=tiger_account,
balance=data["net_liquidation"], balance=data["net_liquidation"],
frozen=0.0, frozen=0.0,
gateway_name=self.gateway_name, gateway_name=self.gateway_name,
) )
self.on_account(account) self.on_account(account)
def on_position_change(self, tiger_account: str, data: list):
def on_position_changed(self, account:str, data:list):
"""""" """"""
#print ("持仓", data)
data = dict(data) data = dict(data)
symbol, exchange = convert_symbol_tiger2vt(data["origin_symbol"])
symbol = data["origin_symbol"]
volume = data["quantity"]
# 判断方向
if volume > 0:
direction = Direction.LONG
else:
direction = Direction.SHORT
symbol, exchange = convert_symbol_tiger2vt(symbol)
pos = PositionData( pos = PositionData(
symbol=symbol, symbol=symbol,
exchange=exchange, exchange=exchange,
direction=direction, direction=Direction.NET,
volume=volume, volume=data["quantity"],
frozen=0.0, frozen=0.0,
price=data["average_cost"], price=data["average_cost"],
pnl=data["unrealized_pnl"], pnl=data["unrealized_pnl"],
gateway_name=self.gateway_name, gateway_name=self.gateway_name,
) )
self.on_position(pos) self.on_position(pos)
def on_order_changed(self, account: str, data: list): def on_order_change(self, tiger_account: str, data: list):
"""""" """"""
#print("委托", data) print("委托", data)
data = dict(data) data = dict(data)
symbol = data["origin_symbol"] symbol, exchange = convert_symbol_tiger2vt(data["origin_symbol"])
volume = data["quantity"] status = PUSH_STATUS_TIGER2VT[data["status"]]
symbol, exchange = convert_symbol_tiger2vt(symbol)
if data["order_type"] == "LMT":
price = data["limit_price"]
else:
price = 0
order = OrderData( order = OrderData(
symbol=symbol, symbol=symbol,
exchange=exchange, exchange=exchange,
orderid=data["order_id"], orderid=data["order_id"],
direction=DIRECTION_TIGER2VT[data["action"]], direction=Direction.NET,
price=price, price=data.get("limit_price", 0),
volume=volume, volume=data["quantity"],
traded=data["filled"], traded=data["filled"],
status=PUSH_STATUS_TIGER2VT[data["status"]], status=status,
time=time.strftime("%Y-%m-%d %H:%M:%S", time.localtime(data["order_time"] / 1000)).split(" ")[-1], time=datetime.fromtimestamp(data["order_time"] / 1000).strftime("%H:%M:%S"),
gateway_name=self.gateway_name, gateway_name=self.gateway_name,
) )
self.on_order(order) self.on_order(order)
if status == Status.ALLTRADED:
self.tradeid += 1
trade = TradeData( trade = TradeData(
symbol=symbol, symbol=symbol,
exchange=exchange, exchange=exchange,
direction=DIRECTION_TIGER2VT[data["action"]], direction=Direction.NET,
tradeid=data["order_id"], tradeid=self.tradeid,
orderid=data["order_id"], orderid=data["order_id"],
price=data["avg_fill_price"], price=data["avg_fill_price"],
volume=data["filled"], volume=data["filled"],
time=time.strftime("%Y-%m-%d %H:%M:%S", time.localtime(data["trade_time"] / 1000)).split(" ")[-1], time=datetime.fromtimestamp(data["trade_time"] / 1000).strftime("%H:%M:%S"),
gateway_name=self.gateway_name, gateway_name=self.gateway_name,
) )
self.on_trade(trade) self.on_trade(trade)
def send_order(self, req: OrderRequest): def send_order(self, req: OrderRequest):
"""""" """"""
symbol = convert_symbol_vt2tiger(req.symbol, req.exchange) self.add_task(self._send_order, req)
def _send_order(self, req: OrderRequest):
""""""
currency = config_symbol_currency(req.symbol) currency = config_symbol_currency(req.symbol)
order_type = PRICETYPE_VT2TIGER[req.price_type]
# first, get contract # first, get contract
try: try:
contract = self.trade_client.get_contracts(symbol=symbol, currency=currency)[0] contract = self.trade_client.get_contracts(symbol=req.symbol, currency=currency)[0]
except ApiException: except ApiException:
self.write_log("获取合约对象失败") self.write_log("获取合约对象失败")
return return
@ -378,9 +341,9 @@ class TigerGateway(BaseGateway):
account=self.account, account=self.account,
contract=contract, contract=contract,
action=DIRECTION_VT2TIGER[req.direction], action=DIRECTION_VT2TIGER[req.direction],
order_type=order_type, order_type=PRICETYPE_VT2TIGER[req.price_type],
quantity=req.volume, quantity=int(req.volume),
limit_price=req.price limit_price=req.price,
) )
except ApiException: except ApiException:
self.write_log("创建订单失败") self.write_log("创建订单失败")
@ -401,11 +364,15 @@ class TigerGateway(BaseGateway):
return order.vt_orderid return order.vt_orderid
def cancel_order(self, req: CancelRequest): def cancel_order(self, req: CancelRequest):
""""""
self.add_task(self._cancel_order, req)
def _cancel_order(self, req: CancelRequest):
"""""" """"""
try: try:
data = self.trade_client.cancel_order(order_id=req.orderid) data = self.trade_client.cancel_order(order_id=req.orderid)
except ApiException: except ApiException:
self.write_log("撤单失败") self.write_log(f"撤单失败：{req.orderid}")
return return
if not data: if not data:
@ -498,7 +465,7 @@ class TigerGateway(BaseGateway):
for i in assets: for i in assets:
account = AccountData( account = AccountData(
accountid=self.account, accountid=self.account,
balance=float(i.summary.net_liquidation), balance=i.summary.net_liquidation,
frozen=0.0, frozen=0.0,
gateway_name=self.gateway_name, gateway_name=self.gateway_name,
) )
@ -514,22 +481,15 @@ class TigerGateway(BaseGateway):
return return
for i in position: for i in position:
symbol = i.contract.symbol symbol, exchange = convert_symbol_tiger2vt(i.contract.symbol)
symbol, exchange = convert_symbol_tiger2vt(symbol)
volume = float(i.quantity)
# 判断方向
if volume > 0:
direction = Direction.LONG
else:
direction = Direction.SHORT
pos = PositionData( pos = PositionData(
symbol=symbol, symbol=symbol,
exchange=exchange, exchange=exchange,
direction=direction, direction=Direction.NET,
volume=volume, volume=i.quantity,
frozen=0.0, frozen=0.0,
price=float(i.average_cost), price=i.average_cost,
pnl=float(i.unrealized_pnl), pnl=float(i.unrealized_pnl),
gateway_name=self.gateway_name, gateway_name=self.gateway_name,
) )
@ -547,14 +507,9 @@ class TigerGateway(BaseGateway):
self.process_order(data) self.process_order(data)
self.process_deal(data) self.process_deal(data)
def query_trade(self):
""""""
pass
def close(self): def close(self):
"""""" """"""
self.active = False self.active = False
self.queue.join()
if self.push_client: if self.push_client:
self.push_client.disconnect() self.push_client.disconnect()
@ -562,25 +517,18 @@ class TigerGateway(BaseGateway):
def process_order(self, data): def process_order(self, data):
"""""" """"""
for i in data: for i in data:
symbol = str(i.contract) symbol, exchange = convert_symbol_tiger2vt(str(i.contract))
symbol, exchange = convert_symbol_tiger2vt(symbol)
time_local = time.localtime(i.order_time / 1000)
if i.order_type == "LMT":
price = i.limit_price
else:
price = 0
order = OrderData( order = OrderData(
symbol=symbol, symbol=symbol,
exchange=exchange, exchange=exchange,
orderid=str(i.order_id), orderid=str(i.order_id),
direction=DIRECTION_TIGER2VT[i.action], direction=Direction.NET,
price=float(price), price=i.limit_price if i.limit_price else 0.0,
volume=float(i.quantity), volume=i.quantity,
traded=float(i.filled), traded=i.filled,
status=STATUS_TIGER2VT[i.status], status=STATUS_TIGER2VT[i.status],
time=time.strftime("%Y-%m-%d %H:%M:%S", time_local).split(" ")[-1], time=datetime.fromtimestamp(i.order_time / 1000).strftime("%H:%M:%S"),
gateway_name=self.gateway_name, gateway_name=self.gateway_name,
) )
@ -590,27 +538,27 @@ class TigerGateway(BaseGateway):
""" """
Process trade data for both query and update. Process trade data for both query and update.
""" """
for i in data: for i in reversed(data):
if i.status == ORDER_STATUS.PARTIALLY_FILLED or i.status == ORDER_STATUS.FILLED: if i.status == ORDER_STATUS.PARTIALLY_FILLED or i.status == ORDER_STATUS.FILLED:
symbol = str(i.contract) symbol, exchange = convert_symbol_tiger2vt(str(i.contract))
symbol, exchange = convert_symbol_tiger2vt(symbol) self.tradeid += 1
time_local = time.localtime(i.trade_time / 1000)
trade = TradeData( trade = TradeData(
symbol=symbol, symbol=symbol,
exchange=exchange, exchange=exchange,
direction=DIRECTION_TIGER2VT[i.action], direction=Direction.NET,
tradeid=i.order_id, tradeid=self.tradeid,
orderid=i.order_id, orderid=i.order_id,
price=float(i.avg_fill_price), price=i.avg_fill_price,
volume=float(i.filled), volume=i.filled,
time=time.strftime("%Y-%m-%d %H:%M:%S", time_local).split(" ")[-1], time=datetime.fromtimestamp(i.trade_time / 1000).strftime("%H:%M:%S"),
gateway_name=self.gateway_name, gateway_name=self.gateway_name,
) )
self.on_trade(trade) self.on_trade(trade)
@functools.lru_cache()
def convert_symbol_tiger2vt(symbol): def convert_symbol_tiger2vt(symbol):
""" """
Convert symbol from vt to tiger. Convert symbol from vt to tiger.
@ -630,6 +578,7 @@ def convert_symbol_tiger2vt(symbol):
return symbol, exchange return symbol, exchange
@functools.lru_cache()
def convert_symbol_vt2tiger(symbol, exchange): def convert_symbol_vt2tiger(symbol, exchange):
""" """
Convert symbol from vt to tiger. Convert symbol from vt to tiger.
@ -641,6 +590,7 @@ def convert_symbol_vt2tiger(symbol, exchange):
return symbol return symbol
@functools.lru_cache()
def config_symbol_currency(symbol): def config_symbol_currency(symbol):
""" """
Config symbol to corresponding currency Config symbol to corresponding currency
@ -652,5 +602,4 @@ def config_symbol_currency(symbol):
currency = Currency.HKD currency = Currency.HKD
else: else:
currency = Currency.CNH currency = Currency.CNH
return currency return currency